MMM chaîne d'options 3M Company
Chaque ligne correspond à un strike. La moitié gauche concerne le call, la moitié droite le put. Le bid/ask correspond aux cotations actuelles des acheteurs et vendeurs ; le volume indique les contrats échangés lors de cette séance ; l'open interest représente les contrats en cours. La ligne mise en évidence est la plus proche du cours de l'action.
Cette échéance intègre un mouvement d'environ ±23.0% (130.15–207.85) · ATM IV 28.6% · P/C open interest 0.45
| CALLS | Strike | PUTS | ||||||||||||||
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Offre | Demander | Vol | OIThe number of option contracts currently outstanding at a strike or expiration. High open interest shows where positions are concentrated. | IV | ΔModel sensitivity of an option's price to a $1 move in the stock; also used as a rough moneyness scale (a 25-delta option is well out of the money). | Γ | Θ | Offre | Demander | Vol | OI | IV | Δ | Γ | Θ | |
| 79.90 | 83.00 | 37.2% | 0.98 | 0.0009 | 0.000 | 90 | 0.3100 | 1.09 | 36.8% | -0.03 | 0.0010 | -0.005 | ||||
| 75.15 | 78.00 | 33.6% | 0.97 | 0.0012 | 0.000 | 95 | 0.4300 | 1.44 | 36.2% | -0.03 | 0.0012 | -0.006 | ||||
| 70.05 | 73.50 | 30.9% | 0.96 | 0.0015 | 0.000 | 100 | 0.6700 | 1.72 | 3 | 35.3% | -0.04 | 0.0015 | -0.007 | |||
| 66.30 | 69.00 | 33.4% | 0.95 | 0.0018 | 0.000 | 105 | 1.12 | 2.02 | 34.8% | -0.05 | 0.0019 | -0.008 | ||||
| 61.95 | 65.00 | 33.9% | 0.94 | 0.0022 | -0.002 | 110 | 1.35 | 2.39 | 9 | 33.6% | -0.07 | 0.0023 | -0.009 | |||
| 57.40 | 60.50 | 1 | 32.3% | 0.92 | 0.0026 | -0.004 | 115 | 1.94 | 3.25 | 1 | 33.9% | -0.08 | 0.0027 | -0.011 | ||
| 53.10 | 56.40 | 31.9% | 0.91 | 0.0031 | -0.006 | 120 | 2.48 | 4.30 | 33.8% | -0.10 | 0.0032 | -0.012 | ||||
| 49.20 | 52.50 | 32.0% | 0.89 | 0.0037 | -0.008 | 125 | 3.10 | 4.90 | 32.9% | -0.12 | 0.0038 | -0.014 | ||||
| 45.35 | 48.45 | 48 | 31.5% | 0.86 | 0.0042 | -0.010 | 130 | 3.85 | 5.75 | 32.1% | -0.14 | 0.0043 | -0.015 | |||
| 41.50 | 44.50 | 3 | 30.9% | 0.84 | 0.0048 | -0.012 | 135 | 4.65 | 6.65 | 31.3% | -0.17 | 0.0050 | -0.017 | |||
| 37.75 | 40.95 | 1 | 30.5% | 0.81 | 0.0054 | -0.014 | 140 | 4.85 | 7.75 | 29.7% | -0.20 | 0.0056 | -0.018 | |||
| 33.50 | 37.40 | 29.3% | 0.78 | 0.0059 | -0.016 | 145 | 6.75 | 9.00 | 2 | 29.9% | -0.23 | 0.0062 | -0.020 | |||
| 31.15 | 33.10 | 1 | 29.0% | 0.75 | 0.0065 | -0.017 | 150 | 8.55 | 10.55 | 29.8% | -0.27 | 0.0068 | -0.021 | |||
| 27.95 | 30.70 | 29.3% | 0.71 | 0.0070 | -0.019 | 155 | 10.00 | 13.35 | 29.8% | -0.30 | 0.0074 | -0.022 | ||||
| 24.95 | 28.50 | 29.5% | 0.67 | 0.0075 | -0.020 | 160 | 11.75 | 14.30 | 21 | 29.0% | -0.34 | 0.0080 | -0.023 | |||
| 21.70 | 25.00 | 28.2% | 0.63 | 0.0079 | -0.021 | 165 | 13.80 | 16.65 | 16 | 28.8% | -0.39 | 0.0085 | -0.024 | |||
| 19.90 | 22.35 | 28.5% | 0.59 | 0.0082 | -0.022 | 170 | 16.00 | 19.45 | 9 | 28.8% | -0.43 | 0.0089 | -0.024 | |||
| 17.45 | 21.00 | 1 | 28.9% | 0.55 | 0.0085 | -0.022 | 175 | 19.05 | 21.00 | 28.1% | -0.47 | 0.0093 | -0.025 | |||
| 15.35 | 18.50 | 3 | 28.4% | 0.51 | 0.0086 | -0.023 | 180 | 20.90 | 24.00 | 69 | 27.4% | -0.52 | 0.0096 | -0.025 | ||
| 13.70 | 16.35 | 28.3% | 0.47 | 0.0087 | -0.022 | 185 | 24.00 | 26.80 | 36 | 27.1% | -0.57 | 0.0098 | -0.024 | |||
| 11.05 | 14.65 | 27.6% | 0.43 | 0.0086 | -0.022 | 190 | 27.30 | 29.95 | 26.9% | -0.61 | 0.0099 | -0.024 | ||||
| 10.30 | 11.45 | 1 | 26.8% | 0.40 | 0.0085 | -0.022 | 195 | 30.15 | 33.50 | 26.4% | -0.66 | 0.0099 | -0.023 | |||
| 7.45 | 10.90 | 103 | 26.2% | 0.36 | 0.0083 | -0.021 | 200 | 34.05 | 37.95 | 27.1% | -0.70 | 0.0098 | -0.022 | |||
| 5.35 | 8.45 | 161 | 26.1% | 0.29 | 0.0077 | -0.019 | 210 | 41.50 | 45.60 | 26.3% | -0.78 | 0.0098 | -0.020 | |||
| 5.05 | 6.10 | 41 | 26.8% | 0.24 | 0.0069 | -0.017 | 220 | 50.00 | 52.85 | -0.87 | 0.0100 | -0.019 | ||||
| 3.50 | 5.55 | 6 | 6 | 27.5% | 0.19 | 0.0060 | -0.015 | 230 | 59.50 | 62.70 | -0.95 | 0.0107 | -0.020 | |||
| 2.60 | 3.75 | 26.8% | 0.15 | 0.0052 | -0.013 | 240 | 69.00 | 73.50 | -0.99 | 0.0019 | -0.023 | |||||
| 1.82 | 3.75 | 28.0% | 0.12 | 0.0044 | -0.011 | 250 | 79.00 | 83.70 | -1.00 | 0.0000 | -0.023 | |||||
Strikes affichés : dans une fourchette de ±50 % par rapport au prix du sous-jacent. Valeur intrinsèque = max(0, prix − strike) pour les calls, max(0, strike − prix) pour les puts ; valeur extrinsèque = prix de l'option − valeur intrinsèque. Greeks et IV tels que calculés par le flux de la bourse.
Smile de volatilité — Sep 17, 2027
Page volatilité →Volatilité implicite par strike pour cette échéance. Les puts hors de la monnaie affichent généralement une IV plus élevée que les calls — c'est le skew.